Renko Consolidator rounding decimals

Yes, you can make the open and closing price of the Renko bars more precise by disabling the evenBars argument in the ClassicRenkoConsolidator constructor. When evenBars is disabled, the open value of the first Renko bar is set to the first value from the selector. The following opening and closing Renko bar values are all multiples of the first value from the selector.

Here is how you can do it in Python:

self.consolidator = ClassicRenkoConsolidator(0.1, evenBars = False)

Remember to add an event handler to the consolidator:

self.consolidator.DataConsolidated += self.consolidation_handler

And define the consolidation handler:

def consolidation_handler(self, sender: object, consolidated_bar: RenkoBar) -> None:
    pass

Please note that the most common error when creating consolidators is to put parenthesis () at the end of your method name when setting the event handler of the consolidator. If you use parenthesis, the method executes and the result is passed as the event handler instead of the method itself. So, remember to pass the name of your method to the event system. Specifically, it should be self.consolidation_handler, not self.consolidation_handler().

Source: Classic Renko Consolidators